-13.6%
BKNG vs RVMD
+244.4%
-258.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +9.7% |
| 7D | +15.6% | +5.8% | +9.7% | +15.3% |
| 30D | +8.0% | -3.8% | +11.8% | +8.1% |
| 3M | -11.8% | +3.2% | -15.0% | -12.0% |
| 6M | +3.8% | +35.0% | -31.3% | +1.8% |
| YTD | -19.6% | +150.7% | -170.3% | -24.8% |
| 1Y | -13.6% | +241.0% | -254.5% | -21.8% |
| All | -13.6% | +244.4% | -258.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling